Here's a relatively thorough list of female Capcom characters for future reference that I compiled. There are more, and missing quite a few deep dives, but I got lazy. Here's hoping for more in the final roster.
Ace Attorney: Maya Fey, Athena Cykes, Franziska von Karma, Trucy Wright, Ema Skye, Kay Faraday, Susato Mikotoba, Iris Watson, Rayfa Padma Khura'in
Adventure Quiz (Capcom World): Pure (& Fur)
Alien Vs. Predator: Linn Kurosawa
Armored Warriors: Lt. Sarah White
Asura's Wrath: Mithra, Olga
Battle Circuit: Yellow Iris, Pink Ostrich
Breath of Fire: Nina, Bleu, Cerl, Katt, Momo, Myria, Ursula, Lin
Cannon Spike: Simone
Capcom Fighting Evolution: Ingrid
Captain Commando: Carol, Brenda
Cyberbots: Devilot, Mary Miyabi, Arieta
Darkstalkers: Morrigan, B.B. Hood, Felicia, Hsien-Ko, Lillith, Anita, Q-Bee, Marionette
Dead Rising: Isabela Keyes, Annie, Sgt. Hilde Schmittendorf, Vicky Chu, Fontana
Devil May Cry: Trish, Lady, Lucia, Kat (DmC)
Dino Crisis: Regina
Dragons Dogma: Mercedes, Quina, Selene, Aelinore, Female Arisen
Eco Fighters: Neneh Moly
E.X. Troopers: Julie Fliesher, TeeKee
Final Fight: Maki, Poison, Roxy, Lucia Morgan
Forgotten Worlds: Sylphie
Gotcha Force: Mana, Usagi, Orochi
Ghost Trick: Lynne
Ghostsn Goblins: Princess Prin Prin
God Hand: Olivia, Shannon
Haunting Ground: Fiona (& Hewie), Daniella
Killer7: Kaede Smith (& Smith Syndicate)
Legendary Wings: Michelle Heart
Lost Planet: Luka
Magic Sword: Amazon
Marvel Vs. Capcom 2: Ruby Heart, SonSon
Maximo: Tinker
Mega Man: Roll, Splash Woman
Mega Man Battle Network: Roll.EXE, Ring.EXE, Meddy.EXE
Mega Man Legends: Tron Bonne, Roll Caskett, Sera, Yuna
Mega Man Starforce: Harp Note, Queen Ophiuca, Queen Virgo, Diamond Ice
Mega Man X: Alia, Marino, Cinnamon, Pallette, Layer, Iris, Berkana, Ferham
Mega Man Zero: Ciel, Fairy Leviathan
Mega Man ZX: Ashe, Aile, Pandora
Metal Walker: Emil Crowzer, Marina
Monster Hunter Series: Female Hunter, Female Lynian, Avinia (& Barioth)
Okami: Amaterasu, Sakuya
Onimusha: Kaede, Jubei, Ohatsu
P.N. 03: Vanessa Schneider
Power Stone: Rouge, Ayame, Julia Whitepearl
Quiz Nanairo Dreams: Saki Omokane
Red Earth: Tessa, Mai-Ling, Lavia
Remember Me: Nilin
Resident Evil: Jill Valentine, Claire Redfield, Ada Wong, Sheva Alomar, Fong Ling, Karena Lupo LeProux, Michaela Bertha Schneider, Christine Four Eyes Yamata, Caroline Willow Floyd, Marissa Tweed Ronson, Sienna Party Girl Fowler, Sherry Birkin
Rival Schools: Hinata Wakaba, Akira Kazama, Tiffany Lords, Chairperson, Natsu Ayuhara, Kyoko Minazuki, Ran Hibiki, Momo Karuizawa, Yurika Kirishima, Zaki
Saturday Night Slam Masters: Black Widow
Sengoku Basara: Kasuga, Nouhime, Matsu, Itsuki, Oichi, Saika Magoichi, Tsuruhime, Ii Naotora, Kyougoku Maria
Shadow of Rome: Claudia
Spyborgs: Clandestine
Star Gladiator/Plasma Sword: June, Ele, Rain, Claire, Luca, Kaede
Street Fighter II: Chun-Li, Cammy
Street Fighter Alpha: Juli, Juni, Karin, R. Mika, Rose, Sakura
Street Fighter III: Ibuki, Makoto, Elena
Street Fighter IV: C. Viper, Juri, Decapre
Street Fighter V: Laura, Kolin
Strider: Tong Pooh
Tech Romancer: Reika Amamiya (& Diana-17), Pollin (& Bolon), Yale (& Quvearl)
Under the Skin: Becky, Princess Cleo
Varth: Operation Thunderstorm: Felry Carnihum
Viewtiful Joe: Sexy Silvia, Sprocket, Bloody Rachel
Zack & Wiki: Captain Rose